A new approach to robust estimation in generalized linear models is introduced. The idea of the method is to first transform the responses applying the composition of the normal quantile function and the probability integral transformation. Then, using that the transformed responses should follow a standard normal distribution, find the values of the parameters that minimize a robust measure of their size. In practice an approximation of this transformation is used. The proposed estimators are studied theoretically for distributions that depend on a single parameter and through simulations and examples for the particular cases of Poisson and logistic regression.

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